Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing - Rilegato

Wong, M. Anthony; High, Robert

Rilegato

ISBN 10: 047152560X ISBN 13: 9780471525608

Casa editrice: John Wiley & Sons Inc, 1990

Riassunto

To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding of how options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new participants will ask as they become more sophisticated in the bond option market. It describes the U.S. government bond options markets and discusses how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard options terminology, it provides background data on U.S. Treasury bonds, bond options pricing models, advanced pricing models, the fundamentals of bond options dealing, strategies driven by interest rate forecasts, the most widely used structured portfolio strategies involving options, and more.

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Dettagli dell?edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 1990
• ISBN 10: 047152560X
• ISBN 13: 9780471525608
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 288
• Contatto del produttore: non disponibile